Yes its a pain, mainly just time consuming. I had the same problem with the 7mgte in my mk3. I put it off for a months by using an oil additive and for the life of me I cant remember what it's called - actually there are several products out there you can add to the oil that can soften up the seals a bit and delay the inevitable. I had 24 to change out in the 7m.
I think the stuff I used for awhile was called Risalone or something like that. But it got rid of the smoke for a few thousand miles.